Adaptive timestepping for pathwise stability and positivity of strongly discretised nonlinear stochastic differential equations (Q1689436)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive timestepping for pathwise stability and positivity of strongly discretised nonlinear stochastic differential equations |
scientific article |
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Adaptive timestepping for pathwise stability and positivity of strongly discretised nonlinear stochastic differential equations (English)
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12 January 2018
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adaptive timestepping
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Euler-Maruyama method
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locally Lipschitz coefficients
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